Pages that link to "Item:Q5400652"
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The following pages link to On pricing basket credit default swaps (Q5400652):
Displaying 7 items.
- On correlated defaults and incomplete information (Q2031381) (← links)
- Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk (Q2953949) (← links)
- Interacting default intensity with a hidden Markov process (Q4555109) (← links)
- A factor contagion model for portfolio credit derivatives (Q4683088) (← links)
- CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)
- Dynamic Portfolio Optimization with Looping Contagion Risk (Q5742492) (← links)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)
